Markets Data Volatility Heatmap Portfolio Calculator

BDN Deep Analytical Report

Brandywine Realty Trust | Category: Equity Micro Cap | Ann. Div Yield: 16.55% ($0.46) | Last Updated: 2026-03-24 | Data Range: 1986-07-01 → 2026-03-01 (472 months)
Quick Overview
Timeframe C-C DoR σ
(Historical)		 H-L DoR σ
(Historical)		 O-C DoR σ
(Historical)		 5Y ATRP
(Avg)		 Binomial IV
(Period)		 Yahoo IV
(Period)		 1σ Lower
(68.27%)		 1σ Upper 2σ Lower
(95.45%)		 2σ Upper
Daily 3.62% 3.34% 2.83% 3.43% 3.73% 3.57% 3.07 3.31 2.96 3.44
Weekly 8.08% 7.91% 6.37% 7.89% 8.22% 7.85% 2.94 3.46 2.71 3.76
Monthly 15.68% 20.15% 13.13% 15.67% 17.10% 16.35% 2.69 3.79 2.27 4.49
Quarterly 22.53% 37.99% 20.06% 28.01% 29.62% 28.32% 2.37 4.29 1.76 5.77
Annual — — — — 59.25% 56.64% 1.76 5.77 0.98 10.43
Option Time Horizon — — — — 21.26% 20.33% 2.58 3.95 2.09 4.88
Calculation Notes: Computed at 2026-03-01T12:13 UTC  |  Reference Contract: Call option expiring 2026-04-17 (47 days)  |  Spot Price (S): $3.19  |  Strike (K): $4.00 (first OTM call ≥ spot)  |  Observed Mid-Price: $0.0500 (Bid $0.0000 / Ask $0.1000)  |  Risk-Free Rate (r): 3.74% (1-Month CMT, US Treasury)  |  Dividend Yield (q): 14.15%  |  Binomial IV (Annual): 59.25% (CRR binomial tree, American, n=20 steps)  |  BS IV: 59.77% (European Black-Scholes)  |  Yahoo IV (Annual): 56.64% → period-scaled as σperiod = σannual·√h  |  Price bands: Upper = S·e+σ√h, Lower = S·e−σ√h
Historical Dividend Payouts
Ex-Dividend Date Amount
2026-01-07 $0.0800
2025-10-09 $0.0800
2025-07-02 $0.1500
2025-04-03 $0.1500
2025-01-08 $0.1500
2024-10-09 $0.1500
2024-07-03 $0.1500
2024-04-03 $0.1500
2024-01-03 $0.1500
2023-10-03 $0.1500
2023-07-05 $0.1900
2023-04-04 $0.1900
2023-01-04 $0.1900
2022-10-05 $0.1900
2022-07-05 $0.1900
2022-04-05 $0.1900
2022-01-04 $0.1900
2021-10-05 $0.1900
2021-07-06 $0.1900
2021-04-06 $0.1900
2021-01-05 $0.1900
2020-10-06 $0.1900
2020-07-07 $0.1900
2020-04-06 $0.1900
2020-01-07 $0.1900
2019-10-02 $0.1900
2019-07-03 $0.1900
2019-04-03 $0.1900
2019-01-07 $0.1900
2018-10-03 $0.1800
2018-07-05 $0.1800
2018-04-03 $0.1800
2018-01-08 $0.1800
2017-10-03 $0.1600
2017-07-05 $0.1600
2017-04-03 $0.1600
2017-01-09 $0.1600
2016-10-03 $0.1600
2016-07-01 $0.1600
2016-03-31 $0.1500
2016-01-04 $0.1500
2015-10-01 $0.1500
2015-07-01 $0.1500
2015-04-01 $0.1500
2015-01-02 $0.1500
2014-10-02 $0.1500
2014-07-02 $0.1500
2014-04-01 $0.1500
2014-01-02 $0.1500
2013-10-02 $0.1500
2013-07-02 $0.1500
2013-04-03 $0.1500
2013-01-02 $0.1500
2012-10-03 $0.1500
2012-07-02 $0.1500
2012-04-03 $0.1500
2012-01-03 $0.1500
2011-10-03 $0.1500
2011-07-01 $0.1500
2011-04-01 $0.1500
2011-01-04 $0.1500
2010-10-01 $0.1500
2010-07-01 $0.1500
2010-03-31 $0.1500
2010-01-04 $0.1500
2009-10-01 $0.1000
2009-06-30 $0.1000
2009-04-01 $0.1000
2009-01-02 $0.3000
2008-10-01 $0.4400
2008-07-01 $0.4400
2008-04-02 $0.4400
2008-01-02 $0.4400
2007-10-03 $0.4400
2007-07-02 $0.4400
2007-04-02 $0.4400
2007-01-03 $0.4400
2006-10-03 $0.4400
2006-07-03 $0.4400
2006-04-03 $0.4200
2005-12-30 $0.0200
2005-11-16 $0.4400
2005-10-03 $0.4400
2005-07-01 $0.4400
2005-04-04 $0.4400
2004-12-29 $0.4400
2004-10-01 $0.4400
2004-07-01 $0.4400
2004-04-02 $0.4400
2003-12-29 $0.4400
2003-10-02 $0.4400
2003-07-02 $0.4400
2003-04-02 $0.4400
2002-12-27 $0.4400
2002-10-02 $0.4400
2002-07-02 $0.4400
2002-04-02 $0.4400
2001-12-27 $0.4400
2001-10-03 $0.4400
2001-07-03 $0.4100
2001-04-03 $0.4100
2000-10-04 $0.4100
2000-07-05 $0.4000
2000-04-03 $0.4000
1999-12-28 $0.4000
1999-09-28 $0.3900
1999-06-28 $0.3900
1999-03-26 $0.3900
1998-12-23 $0.3900
1998-09-24 $0.3800
1998-06-18 $0.3800
1998-03-25 $0.3700
1997-12-11 $0.3700
1997-09-05 $0.3600
1997-06-26 $0.3600
1997-04-11 $0.3500
1996-12-26 $0.1300
1996-11-06 $0.2100
1996-07-24 $0.1800
1996-05-08 $0.1800
1996-01-24 $0.1500
1995-10-24 $0.1500
1995-07-24 $0.1500
1995-05-05 $0.1200
1995-01-18 $0.2100
1994-10-18 $0.1500
1994-08-26 $0.6300
1994-08-12 $1.5600
1994-06-30 $0.1500
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.69. Further, an Excess Kurtosis of 65.12 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -10.78%710.85%0.85%
-10.78% to -8.07%440.53%1.38%
-8.07% to -5.36%1181.42%2.80%
-5.36% to -2.65%4815.77%8.57%
-2.65% to 0.06%370644.46%53.03%
0.06% to 2.77%326339.15%92.18%
2.77% to 5.49%4164.99%97.17%
5.49% to 8.20%1091.31%98.48%
8.20% to 10.91%440.53%99.00%
Greater than 10.91%831.00%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -3.55%3.68% 89.35%68.27%
±2σ -7.17%7.29% 96.52%95.45%
±3σ -10.78%10.91% 98.15%99.73%
Descriptive Statistics
Mean0.063%
Standard Error0.040%
Median0.000%
Mode0.000%
Standard Deviation3.615%
Sample Variance13.067%
Kurtosis65.12
Skewness2.69
Range109.524%
Minimum-42.857%
Maximum66.667%
Count8335
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.952% 3957 47.48% 0.927%
Negative -1.906% 3778 45.33% -0.864%
Zero 0.000% 600 7.20% 0.000%
Average True Range Percentage (ATRP)
Trading Days Horizon Average Daily True Range %
5 1 Week 3.25%
20 1 Month 3.48%
60 1 Quarter 3.66%
250 1 Year 3.44%
750 3 Years 3.73%
1,250 5 Years 3.43%
2,500 10 Years 2.90%
5,000 20 Years 3.13%
12,500 50 Years 3.29%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 6.98. Further, an Excess Kurtosis of 112.65 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -6.94%00.00%0.00%
-6.94% to -4.43%00.00%0.00%
-4.43% to -1.92%00.00%0.00%
-1.92% to 0.58%380.46%0.46%
0.58% to 3.09%581569.76%70.21%
3.09% to 5.59%168620.23%90.44%
5.59% to 8.10%3574.28%94.72%
8.10% to 10.61%1802.16%96.88%
10.61% to 13.12%881.06%97.94%
Greater than 13.12%1722.06%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -0.25%6.43% 92.59%68.27%
±2σ -3.60%9.77% 96.33%95.45%
±3σ -6.94%13.12% 97.94%99.73%
Descriptive Statistics
Mean3.089%
Standard Error0.037%
Median2.190%
Mode3.333%
Standard Deviation3.342%
Sample Variance11.171%
Kurtosis112.65
Skewness6.98
Range99.744%
Minimum0.256%
Maximum100.000%
Count8336
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 3.089% 8336 100.00% 3.089%
Negative 0.000% 0 0.00% 0.000%
Zero 0.000% 0 0.00% 0.000%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.84. Further, an Excess Kurtosis of 32.48 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -8.48%820.98%0.98%
-8.48% to -6.36%670.80%1.79%
-6.36% to -4.23%1401.68%3.47%
-4.23% to -2.10%5796.95%10.41%
-2.10% to 0.02%356642.78%53.19%
0.02% to 2.15%300136.00%89.19%
2.15% to 4.28%6177.40%96.59%
4.28% to 6.40%1481.78%98.37%
6.40% to 8.53%510.61%98.98%
Greater than 8.53%851.02%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.81%2.86% 85.94%68.27%
±2σ -5.65%5.69% 95.89%95.45%
±3σ -8.48%8.53% 98.00%99.73%
Descriptive Statistics
Mean0.024%
Standard Error0.031%
Median0.000%
Mode0.000%
Standard Deviation2.835%
Sample Variance8.035%
Kurtosis32.48
Skewness0.84
Range81.818%
Minimum-31.818%
Maximum50.000%
Count8336
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 1.727% 3902 46.81% 0.808%
Negative -1.701% 3842 46.09% -0.784%
Zero 0.000% 592 7.10% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.72. Further, an Excess Kurtosis of 41.96 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -23.96%150.77%0.77%
-23.96% to -17.90%120.62%1.39%
-17.90% to -11.84%311.60%2.99%
-11.84% to -5.77%1407.22%10.22%
-5.77% to 0.29%86044.38%54.59%
0.29% to 6.35%71336.79%91.38%
6.35% to 12.41%1105.68%97.06%
12.41% to 18.48%251.29%98.35%
18.48% to 24.54%80.41%98.76%
Greater than 24.54%241.24%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -7.79%8.37% 88.03%68.27%
±2σ -15.88%16.46% 96.23%95.45%
±3σ -23.96%24.54% 97.99%99.73%
Descriptive Statistics
Mean0.289%
Standard Error0.184%
Median0.000%
Mode0.000%
Standard Deviation8.084%
Sample Variance65.356%
Kurtosis41.96
Skewness3.72
Range140.000%
Minimum-40.000%
Maximum100.000%
Count1938
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.647% 931 48.04% 2.232%
Negative -4.237% 889 45.87% -1.944%
Zero 0.000% 118 6.09% 0.000%
Average True Range Percentage (ATRP)
Weeks Horizon Average Weekly True Range %
4 1 Month 7.13%
12 1 Quarter 8.08%
52 1 Year 7.68%
156 3 Years 8.52%
260 5 Years 7.89%
520 10 Years 6.67%
1,040 20 Years 7.14%
2,600 50 Years 7.57%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.05. Further, an Excess Kurtosis of 39.80 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -16.21%00.00%0.00%
-16.21% to -10.28%00.00%0.00%
-10.28% to -4.34%00.00%0.00%
-4.34% to 1.59%251.29%1.29%
1.59% to 7.52%131667.87%69.16%
7.52% to 13.45%39320.27%89.43%
13.45% to 19.39%1045.36%94.79%
19.39% to 25.32%432.22%97.01%
25.32% to 31.25%180.93%97.94%
Greater than 31.25%402.06%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -0.39%15.43% 92.26%68.27%
±2σ -8.30%23.34% 96.34%95.45%
±3σ -16.21%31.25% 97.99%99.73%
Descriptive Statistics
Mean7.520%
Standard Error0.180%
Median5.283%
Mode9.091%
Standard Deviation7.910%
Sample Variance62.564%
Kurtosis39.80
Skewness5.05
Range99.479%
Minimum0.521%
Maximum100.000%
Count1939
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 7.520% 1939 100.00% 7.520%
Negative 0.000% 0 0.00% 0.000%
Zero 0.000% 0 0.00% 0.000%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.75. Further, an Excess Kurtosis of 14.10 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -18.97%170.88%0.88%
-18.97% to -14.19%211.08%1.96%
-14.19% to -9.41%271.39%3.35%
-9.41% to -4.63%1658.51%11.86%
-4.63% to 0.14%84143.37%55.23%
0.14% to 4.92%63132.54%87.78%
4.92% to 9.70%1527.84%95.62%
9.70% to 14.48%522.68%98.30%
14.48% to 19.26%110.57%98.87%
Greater than 19.26%221.13%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -6.23%6.52% 83.86%68.27%
±2σ -12.60%12.89% 95.46%95.45%
±3σ -18.97%19.26% 97.99%99.73%
Descriptive Statistics
Mean0.145%
Standard Error0.145%
Median0.000%
Mode0.000%
Standard Deviation6.372%
Sample Variance40.597%
Kurtosis14.10
Skewness0.75
Range95.833%
Minimum-45.833%
Maximum50.000%
Count1939
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 4.323% 884 45.59% 1.971%
Negative -3.803% 931 48.01% -1.826%
Zero 0.000% 124 6.39% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.98. Further, an Excess Kurtosis of 19.77 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -46.01%10.21%0.21%
-46.01% to -34.25%51.06%1.27%
-34.25% to -22.49%81.70%2.97%
-22.49% to -10.73%479.98%12.95%
-10.73% to 1.03%18839.92%52.87%
1.03% to 12.78%18238.64%91.51%
12.78% to 24.54%245.10%96.60%
24.54% to 36.30%71.49%98.09%
36.30% to 48.06%10.21%98.30%
Greater than 48.06%81.70%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -14.65%16.70% 86.62%68.27%
±2σ -30.33%32.38% 96.39%95.45%
±3σ -46.00%48.06% 98.09%99.73%
Descriptive Statistics
Mean1.026%
Standard Error0.722%
Median0.336%
Mode0.000%
Standard Deviation15.677%
Sample Variance245.771%
Kurtosis19.77
Skewness2.98
Range175.091%
Minimum-50.000%
Maximum125.091%
Count471
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.581% 240 50.95% 4.882%
Negative -8.649% 210 44.59% -3.856%
Zero 0.000% 21 4.46% 0.000%
Average True Range Percentage (ATRP)
Months Horizon Average Monthly True Range %
3 1 Quarter 15.42%
12 1 Year 14.68%
36 3 Years 16.66%
60 5 Years 15.67%
120 10 Years 13.59%
240 20 Years 14.80%
600 50 Years 16.23%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 4.33. Further, an Excess Kurtosis of 23.74 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -42.64%00.00%0.00%
-42.64% to -27.52%00.00%0.00%
-27.52% to -12.41%00.00%0.00%
-12.41% to 2.70%40.85%0.85%
2.70% to 17.81%33470.76%71.61%
17.81% to 32.92%9019.07%90.68%
32.92% to 48.04%214.45%95.13%
48.04% to 63.15%61.27%96.40%
63.15% to 78.26%40.85%97.25%
Greater than 78.26%132.75%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -2.34%37.96% 92.80%68.27%
±2σ -22.49%58.11% 96.40%95.45%
±3σ -42.64%78.26% 97.25%99.73%
Descriptive Statistics
Mean17.812%
Standard Error0.927%
Median11.857%
Mode9.091%
Standard Deviation20.150%
Sample Variance406.018%
Kurtosis23.74
Skewness4.33
Range186.624%
Minimum1.282%
Maximum187.906%
Count472
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 17.812% 472 100.00% 17.812%
Negative 0.000% 0 0.00% 0.000%
Zero 0.000% 0 0.00% 0.000%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.70. Further, an Excess Kurtosis of 13.70 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -38.60%40.85%0.85%
-38.60% to -28.75%30.64%1.48%
-28.75% to -18.91%81.69%3.18%
-18.91% to -9.06%449.32%12.50%
-9.06% to 0.78%21846.19%58.69%
0.78% to 10.62%12726.91%85.59%
10.62% to 20.47%459.53%95.13%
20.47% to 30.31%163.39%98.52%
30.31% to 40.16%20.42%98.94%
Greater than 40.16%51.06%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -12.35%13.91% 82.63%68.27%
±2σ -25.47%27.03% 96.40%95.45%
±3σ -38.60%40.16% 98.09%99.73%
Descriptive Statistics
Mean0.780%
Standard Error0.604%
Median0.000%
Mode0.000%
Standard Deviation13.126%
Sample Variance172.289%
Kurtosis13.70
Skewness1.70
Range156.058%
Minimum-56.058%
Maximum100.000%
Count472
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 9.708% 214 45.34% 4.402%
Negative -7.305% 234 49.58% -3.622%
Zero 0.000% 24 5.08% 0.000%
Close-to-Close Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.00. Further, an Excess Kurtosis of 9.13 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -65.46%00.00%0.00%
-65.46% to -48.56%10.63%0.63%
-48.56% to -31.66%31.89%2.52%
-31.66% to -14.77%2012.58%15.09%
-14.77% to 2.13%6339.62%54.72%
2.13% to 19.03%5433.96%88.68%
19.03% to 35.93%127.55%96.23%
35.93% to 52.83%10.63%96.86%
52.83% to 69.73%21.26%98.11%
Greater than 69.73%31.89%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -20.40%24.66% 78.62%68.27%
±2σ -42.93%47.20% 95.60%95.45%
±3σ -65.46%69.73% 98.11%99.73%
Descriptive Statistics
Mean2.133%
Standard Error1.787%
Median0.000%
Mode0.000%
Standard Deviation22.532%
Sample Variance507.669%
Kurtosis9.13
Skewness2.00
Range183.571%
Minimum-55.000%
Maximum128.571%
Count159
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 16.834% 78 49.06% 8.258%
Negative -12.649% 77 48.43% -6.126%
Zero 0.000% 4 2.52% 0.000%
Average True Range Percentage (ATRP)
Quarters Horizon Average Quarterly True Range %
4 1 Year 22.56%
12 3 Years 29.81%
20 5 Years 28.01%
40 10 Years 23.96%
80 20 Years 24.96%
200 50 Years 29.05%
High-to-Low Returns
Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.91. Further, an Excess Kurtosis of 9.80 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -77.43%00.00%0.00%
-77.43% to -48.94%00.00%0.00%
-48.94% to -20.45%00.00%0.00%
-20.45% to 8.04%10.62%0.62%
8.04% to 36.53%11571.88%72.50%
36.53% to 65.02%2314.37%86.88%
65.02% to 93.51%95.62%92.50%
93.51% to 122.00%53.12%95.62%
122.00% to 150.49%21.25%96.88%
Greater than 150.49%53.12%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -1.46%74.52% 90.00%68.27%
±2σ -39.44%112.50% 94.38%95.45%
±3σ -77.43%150.49% 96.88%99.73%
Descriptive Statistics
Mean36.529%
Standard Error3.003%
Median22.602%
Mode66.667%
Standard Deviation37.986%
Sample Variance1442.932%
Kurtosis9.80
Skewness2.91
Range244.173%
Minimum1.282%
Maximum245.455%
Count160
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 36.529% 160 100.00% 36.529%
Negative 0.000% 0 0.00% 0.000%
Zero 0.000% 0 0.00% 0.000%
Open-to-Close Returns
Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.76. Further, an Excess Kurtosis of 2.67 proves the distribution possesses Fat Tails (Higher Outlier Risk).
Bin Distribution Over Raw Range
Bin / RangeFrequencyProbCum. Prob
Less than -57.06%00.00%0.00%
-57.06% to -42.02%21.25%1.25%
-42.02% to -26.97%42.50%3.75%
-26.97% to -11.92%1911.88%15.62%
-11.92% to 3.13%6641.25%56.88%
3.13% to 18.18%4528.12%85.00%
18.18% to 33.22%95.62%90.62%
33.22% to 48.27%116.88%97.50%
48.27% to 63.32%10.62%98.12%
Greater than 63.32%31.88%100.00%
Standard Deviation Interval Analysis
SDLower BndUpper Bnd Actual %Normal %
±1σ -16.94%23.19% 77.50%68.27%
±2σ -37.00%43.26% 93.75%95.45%
±3σ -57.06%63.32% 98.12%99.73%
Descriptive Statistics
Mean3.127%
Standard Error1.586%
Median0.267%
Mode0.000%
Standard Deviation20.064%
Sample Variance402.544%
Kurtosis2.67
Skewness0.76
Range141.185%
Minimum-56.000%
Maximum85.185%
Count160
Frequency Breakdown
CategoryAvg ReturnCountProbabilityFreq Adj Return
Positive 16.893% 81 50.62% 8.552%
Negative -11.573% 75 46.88% -5.425%
Zero 0.000% 4 2.50% 0.000%